'I am trying to run an autorun cd rom.' - is too generic a description (of the CD). Please specify the name of the CD, its publisher, and possibly a web site link.
'... opens up a window which contains a couple folders and a couple unix executable files.' - the files are not UNIX executable files; but, most likely Windoze executable files.
Consider taking a picture, and posting (as a reply), of the hierarchical structure of the CD.
Lt Major Burns excellent suggestion applies when one drags a '.swf' file onto a web page, or when the '.swf' file is navigated to and selected via the applications' 'File, Open File...' menu item.
You will not be able to drag the 'swf' file(s) onto the 'Safari', 'Firefox', etc ... 'Dock' icon.
Any 'swf' file dragged onto a window which previously had a '.swf' file dragged onto it - will be ignored. You must open a new web page for each dragged '.swf' file.
'iSwiff', mentioned by Curiosity, is a nice '.swf' viewer.
Like the web browsers mentioned above - you cannot drag a '.swf' file onto the window of an existing '.swf'. Unlike the web browsers above - you can drag multiple selected '.swf' files onto the 'iSwiff' 'Dock' icon. You can also view a '.swf' file by navigating to and selecting it via the applications' 'File, Open File...' menu item.